There are 2 grocery delivery services frequently recommended on the DIS.
Garden Grocer: You create a grocery list from their virtual grocery store picking items from their list. You can add in special items like beer and wine in the comments section. There is a markup on each item you buy. Their delivery fees are less. They require a larger delivery window.
Wegoshop.com: You create your own list of name brands and sizes of items you want. You can add beer and wine. There is no price markup per item. You can choose where they shop (including discount places like Sam's Club) You are given the original receipt. Their delivery fees are higher. Their delivery window is 30 minutes and they have always been on time.
Both are reputible and have many fans.
We use Wegoshop.com. I like creating my own list. I do not like shopping a "virtual store". I find Marge (the owner) wonderful to work with. We have used them 6 times and been very satisfied. I am using them again in October. I highly recommend them.